Normally I would think that it is easier to have parallel societies in a "democracy" than in an authoritarian society/monarchy where the crackdown can be more efficient and fast. The problem is that today's so-called democracies are also authoritarian monarchies/oligarchies where the parties are only there to give the population the false illusion that they have a say in their fate when they vote (from a limited number of carefully pre-selected candidates). Some say that even countries are just a sideshow and they all dance to the same tune. The recent military grade worldwide covid terror definitely gives credit to those theories. Given that the world is fast moving towards an authoritarian/collectivist regime with 1, 2 or max 3 centers, it is all the more important to build out our parallel societies quickly.
Discussion
Depend what you mean by easier. More free societies don't need parallel society. There is more demand for them in North Korea than in Netherlands
That's certainly true. I wonder, however, to what extent parallel societies can operate in North Korea. Maybe for some superficial things they may offer some solution, but to get important things done would be difficult for fear of extreme punishment and spies everywhere. Apparently the situation is even worse there than it was in the Soviet satellite countries (a.k.a. Eastern Europe). The only way to live in a human way is to not be there/get out (if possible). An interesting test case (if parallel societies can exist efficiently there) will be the EU which is heading fast in the direction of full communism. Another test case will be if any civilized country can avoid/opt out from the upcoming/planned WHO pandemic treaty.
It's actually the other way around at least for parallel economies. The parallel food market saved a huge part of north Korea from starvation. And the regime knew it and let it slide.
There's parallel market with movies for example.
I'm not saying there are secret societies which freely talk shit about the Kims. But it's also true that parallel societies make significant contribution towards higher quality of life there. Including Russian and Chinese smugglers. Imagine - your business is smuggling stuff to North Korea! Yet there are people for whom this is a good business proposition.